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The assumptions used in the Black-Scholes pricing model are set forth in the following table: (Details)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Equity:      
Weighted-average expected stock-price volatility 25.00% 25.00% 25.00%
Weighted-average expected option life 5 years 5 years 5 years
Weighted-average risk-free interest rate 0.40% 1.40% 1.70%
Weighted-average dividend yield 1.60% 2.50% 2.00%